Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47516.42 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46121.51 Kr¶

PnL: ---------------------------------------> -767.06 Kr¶

DD now: ---------------------------------> -2.29 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:29:28.046353'

Anic Portfolio¶

Today¶

Return: -0.813 %¶

This Week¶

Return: -0.036 %¶

Total¶

Return: 55.557 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.490000 2768.500000 132.500000 5.030000 2636.000010
Beijer Electronics Group 26 -1.980000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.280000 636.020000 59.020000 10.230000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.200000 405.800000 50.800000 14.310000 355.000000
OEM International B 7 0.250000 562.800000 34.800000 6.590000 527.999997
Norva24 Group 16 0.670000 576.000000 33.000000 6.080000 543.000000
HMS Networks 2 -1.570000 700.000000 27.000000 4.010000 673.000000
Intrum 4 -0.760000 548.600000 21.600000 4.100000 527.000000
SAAB B 8 -0.140000 3396.800000 19.800000 0.590000 3377.000000
MedCap 2 -1.570000 439.000000 18.000000 4.280000 421.000000
Coor Service Management Hold. 8 -0.510000 548.800000 16.800000 3.160000 532.000000
Eastnine 4 -0.310000 506.400000 15.400000 3.140000 491.000000
Boozt 12 -3.340000 1665.600000 11.600000 0.700000 1653.999996
AcadeMedia 12 -1.100000 562.800000 5.800000 1.040000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -2.340000 250.800000 4.800000 1.950000 246.000000
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 -0.130000 566.400000 2.400000 0.430000 564.000000
Securitas B 6 -0.380000 572.160000 2.160000 0.380000 570.000000
Resurs Holding 22 -1.060000 573.100000 -0.900000 -0.160000 573.999998
Essity B 2 0.460000 572.800000 -1.200000 -0.210000 574.000000
Handelsbanken A 5 0.460000 543.500000 -2.500000 -0.460000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.170000 529.200000 -6.800000 -1.270000 536.000004
CTEK 13 -1.560000 525.330000 -8.670000 -1.620000 533.999999
Midsona B 63 -0.330000 572.670000 -10.330000 -1.770000 582.999984
Nordea Bank Abp 29 -0.440000 3424.320000 -29.680000 -0.860000 3453.999992
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
International Petroleum Corp. 5 -1.690000 551.000000 -43.570000 -7.330000 594.565215
Sampo Oyj SDB 7 0.000000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 -0.540000 3608.800000 -147.200000 -3.920000 3756.000001
OX2 18 -1.120000 1510.200000 -153.800000 -9.240000 1663.999992
Fasadgruppen Group 35 0.000000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 -3.830000 2870.400000 -491.600000 -14.620000 3361.999992
TOTAL 46121.510000 -767.060000 -2.28968% 46888.564618

Updated:¶

'2023-01-19 09:29:40.660952'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶